A generalization of Polyak's convergence result for subgradient optimization Academic Article uri icon

abstract

  • This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach. 1987 The Mathematical Programming Society, Inc.

published proceedings

  • Mathematical Programming

author list (cited authors)

  • Allen, E., Helgason, R., Kennington, J., & Shetty, B.

citation count

  • 40

complete list of authors

  • Allen, Ellen||Helgason, Richard||Kennington, Jeffery||Shetty, Bala

publication date

  • October 1987